Amazon Alexa does not take account of rooms you've created in Home + Control.
If you want to control several products in the same room (e.g. living room lights) or group a set of products under a single name (e.g. ground-floor lights), you can create command "groups":
go to the Amazon Alexa application settings, select "Connected home", then "Groups", "Add group", then follow the instructions in the Amazon Alexa application.